Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47344.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45949.85 Kr¶

PnL: ---------------------------------------> -938.72 Kr¶

DD now: ---------------------------------> -2.643 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:07:08.924084'

Anic Portfolio¶

Today¶

Return: -0.189 %¶

This Week¶

Return: -1.186 %¶

Total¶

Return: 54.995 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.210000 796.800000 123.800000 18.400000 673.000000
SAAB B 8 1.130000 3446.400000 69.400000 2.060000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.690000 389.300000 34.300000 9.660000 355.000000
Intrum 4 5.730000 560.600000 33.600000 6.380000 527.000000
AcadeMedia 12 -0.940000 580.080000 23.080000 4.140000 557.000004
Corem Property Group B 59 -3.250000 597.080000 20.080000 3.480000 576.999999
Resurs Holding 22 -1.610000 592.240000 18.240000 3.180000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 -0.830000 574.950000 10.950000 1.940000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Boozt 12 -0.500000 1659.600000 5.600000 0.340000 1653.999996
Securitas B 6 -0.560000 575.520000 5.520000 0.970000 570.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.680000 246.000000 0.000000 0.000000 246.000000
CTEK 13 -0.610000 525.850000 -8.150000 -1.530000 533.999999
Nordea Bank Abp 29 -0.800000 3441.140000 -12.860000 -0.370000 3453.999992
Handelsbanken A 5 -1.390000 532.250000 -13.750000 -2.520000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -3.760000 538.200000 -35.800000 -6.240000 574.000000
Beijer Electronics Group 26 -6.620000 2932.800000 -38.200000 -1.290000 2971.000006
International Petroleum Corp. 5 -1.270000 545.500000 -49.070000 -8.250000 594.565215
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 0.450000 1409.400000 -254.600000 -15.300000 1663.999992
Axfood 13 -3.050000 3467.100000 -288.900000 -7.690000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45945.980000 -942.590000 -2.65049% 46888.564618

Updated:¶

'2023-01-26 12:06:02.845214'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶